In this section, we study the changepoint detection problem for Gaussian model where numerous literature can be found tackling this issue. We construct our candidates set \(\widehat{\Gamma }\)  as a collection of some cutting-edge estimators with implemented R packages and these ones are also regarded as the competitors of our estimator ES. More precisely, the competing packages we consider are: PSCBS, which implements the CBS procedure proposed in [1]}; cumSeg, which performs the method given by [2]}; changepoint, which implements the PELT approach provided by [3]}; StepR, which implements the SMUCE given by [4]}; Segmentor3IsBack, which implements CL proposed by [5]} ([5]}, [7]}); wbs, which implements the wild binary segmentation methodology proposed in [8]}; FDRSeg, which implements the approach given in [9]}; robseg, which implements the procedure proposed by [10]}. We would like to study the performance of our estimator ES based on the selection among these state-of-art ones.
